Ph.D., KAIST, Department of Industrial and Systems Engineering, Korea, 2014. M.Eng., Cornell University, Department of Computer Science, USA, 2008. B.S, Cornell University, Department of Computer Science, USA, 2007.

Associate Professor, Industrial and Management Systems Engineering, Kyung Hee University, 2021-present. Associate Professor, Big Data Analytics, Kyung Hee University, 2021-present. Adjunct Professor, Department of Software Convergence, Kyung Hee University, 2017-present. Assistant Professor, Industrial and Management Systems Engineering, Kyung Hee University, 2015-2021. Assistant Professor, Big Data Analytics, Kyung Hee University, 2020-2021. Visiting Assistant Professor, College of Business, James Madison University, 2014-2015 Editorial Advisory Board, Journal of Portfolio Management, 2017-present. 국민연금 투자정책전문위원회 위원, 2019-2020. Advisor, Veranos, 2017-2020. Guest Editor, Special Issue on Optimization Methods in Asset Management, International Journal of Financial Engineering and Risk Management, 2017 Collaborator, KAIST Center for Wealth Management Technologies, 2016-present Researcher, DPT Capital Management, LLC, 2012. Associate, Bank of America Merrill Lynch, 2008-2010.

Lee, Y., Kim., M. J., Kim, J. H., Jang, J. R., & Kim, W. C. (2020). Sparse and robust portfolio selection via semi-definite relaxation. Journal of the Operational Research Society, 71(5), 687-699. [SCI] Kim, J. H., Kim, W. C., & Kim, J. (2019). A practical solution to improve the nutritional balance of Korean dine-out menus using linear programming. Public Health Nutrition, 22(6), 957-966. [SCIE] Kim, J. H., Kim, W. C., & Fabozzi, F. J. (2018). Recent advancements in robust optimization for investment management. Annals of Operations Research, 266(1-2), 183-198. [SCI] Kim, J. H., Kim, W. C., Kwon, D. G., & Fabozzi, F. J. (2018). Robust equity portfolio performance. Annals of Operations Research, 266(1-2), 293-312. [SCI] Kim, J. H., Kim, W. C., & Fabozzi, F. J. (2017). Robust factor-based investing. Journal of Portfolio Management, 43(5), 157-164. [SSCI] Kim, J. H., Kim, W. C., & Fabozzi, F. J. (2017). Penalizing variances for higher dependency on factors. Quantitative Finance, 17(4), 479-489. [SSCI] Kwon, D. G., Kim, J. H., Lee, Y., & Kim, W. C. (2017). Modeling the dynamics of institutional, foreign, and individual investors through price consensus. International Review of Financial Analysis, 49, 166-175. [SSCI] Kim, J. H., Kim, W. C., & Fabozzi, F. J. (2016). Portfolio selection with conservative short-selling. Finance Research Letters, 18, 363-369. [SSCI] Kim, M. J., Lee, Y., Kim, J. H., & Kim, W. C. (2016). Sparse tangent portfolio selection via semi-definite relaxation. Operations Research Letters, 44(4), 540-543. [SCI] Kim, W. C., Kim, J. H., Mulvey, J. M., & Fabozzi, F. J. (2015). Focusing on the worst state for robust investing. International Review of Financial Analysis, 39, 19-31. [SSCI] Kim, W. C., Kim, J. H., & Fabozzi, F. J. (2014). Deciphering robust portfolios. Journal of Banking and Finance, 45, 1-8. [SSCI] Kim, W. C., Kim, M. J., Kim, J. H., & Fabozzi, F. J. (2014). Robust portfolios that do not tilt factor exposure. European Journal of Operational Research, 234(2), 411-421. [SCIE] Kim, J. H., Kim, W. C., & Fabozzi, F. J. (2014). Recent developments in robust portfolios with a worst-case approach. Journal of Optimization Theory and Applications, 161(1), 103-121. [SCI] Kim, J. H., Kim, W. C., & Fabozzi, F. J. (2013). Composition of robust equity portfolios. Finance Research Letters, 10(2), 72-81. [SSCI] Kim, W. C., Kim, J. H., Ahn, S. H., & Fabozzi, F. J. (2013). What do robust equity portfolio models really do? Annals of Operations Research, 205(1), 141-168. [SCI]

International Conference: "Multi-Stage Stochastic Goal Programming Explained: Holistic Approach for Goal-Based Investing," Four-University Rotating FinTech Conference, Seoul, April 2018. "Robust Portfolio Models," Four-University Rotating FinTech Conference, Princeton, US, April 2017. "Higher Factor Dependency of Robust Portfolios for Achieving Robustness," International Conference on Continuous Optimization (ICCOPT), Tokyo, Japan, August 2016. Reviewer for Journal of Portfolio Management, Quantitative Finance, Finance Research Letters, Emerging Markets Finance and Trade, IMA Journal of Management Mathematics, International Journal of Multicriteria Decision Making, Journal of the Korean Institute of Industrial Engineers

Financial engineering, Portfolio optimization, Investment and risk management, Automated investments, Robust optimization